In this study, we tested the validity of the Severity of Dependence Scale in detecting dependence behaviours in patients with chronic migraine and medication overuse (CM + MO) using the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV) and the Leeds Dependence Questionnaire as gold standard measures. Four hundred and fifty-four patients with CM + MO filled in the Severity of Dependence Scale and the Leeds Dependence Questionnaire and underwent a psychological evaluation for the diagnosis of substance dependence according to the DSM-IV criteria. Sixty-nine percent of subjects (n = 313) presented substance dependence according to the DSM-IV criteria. These patients scored significantly higher than those without substance dependence in Severity of Dependence Scale total score (Z = -3.29, p = 0.001), and in items 1 (Z = -2.44, p = 0.015), 2 (Z = -2.50, p = 0.012), 4 (Z = -2.05, p = 0.04), and 5 (Z = -3.39, p = 0.001). Severity of Dependence Scale total score (β = 0.13, SE = 0.04, z = 3.49, p < 0.001) was a significant predictor for substance dependence. Receiver Operating Characteristic (ROC) curves showed that Severity of Dependence Scale discriminated patients with or without substance dependence. Severity of Dependence Scale could represent an interesting screening tool for dependency-like behaviors in CM + MO patients.